Grantham, Mayo, Van Otterloo & Co. LLC Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$17.7T

Holdings

551

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (551 positions)

#StockSharesValue% PortfolioType
301
NUENUCOR CORP
36,400$2.2B0.01%
302
ISRAEL CHEMICALS LTD
503,395$2.1B0.01%
303
MFAUSDMFA FINL INC
263,300$2.1B0.01%
304
MBIMBIA INC
249,366$2.1B0.01%
305
HIMXHIMAX TECHNOLOGIES INC
228,900$2.1B0.01%
306
MDPUSDMEREDITH CORP
31,885$2.1B0.01%
307
RITMNEW RESIDENTIAL INVT CORP
120,300$2.0B0.01%
308
VLRSCONTROLADORA VUELA CIA DE AV
146,200$2.0B0.01%
309
SYKES ENTERPRISES INC
68,586$2.0B0.01%
310
GEFGREIF INC
36,200$2.0B0.01%
311
ENSCO PLC
218,900$2.0B0.01%
312
LSAKNET 1 UEPS TECHNOLOGIES INC
159,241$1.9B0.01%
313
UMCUNITED MICROELECTRONICS CORP
1,009,400$1.9B0.01%
314
NTGRNETGEAR INC
39,100$1.9B0.01%
315
MDC1USDM D C HLDGS INC
62,200$1.9B0.01%
316
POT1EURPOTASH CORP SASK INC
104,522$1.8B0.01%
317
TBITRUEBLUE INC
63,953$1.7B0.01%
318
DNREURDENBURY RES INC
667,884$1.7B0.01%
319
CHKEURCHESAPEAKE ENERGY CORP
283,847$1.7B0.01%
320
TOWER INTL INC
58,565$1.6B0.01%
321
PEGPUBLIC SVC ENTERPRISE GROUP
35,700$1.6B0.01%
322
JBLJABIL CIRCUIT INC
54,500$1.6B0.01%
323
QUADQUAD / GRAPHICS INC
60,800$1.5B0.01%
324
BCRUSDBARD C R INC
5,927$1.5B0.01%
325
NENOBLE CORP PLC
234,600$1.5B0.01%
326
W3UWESTERN UN CO
69,328$1.4B0.01%
327
AEOAMERICAN EAGLE OUTFITTERS NE
100,500$1.4B0.01%
328
ANATUSDAMERICAN NATL INS CO
11,900$1.4B0.01%
329
SMPSTANDARD MTR PRODS INC
28,300$1.4B0.01%
330
IEIINSIGHT ENTERPRISES INC
33,002$1.4B0.01%
331
NOVEURNATIONAL OILWELL VARCO INC
33,800$1.4B0.01%
332
EXTERRAN CORP
43,078$1.4B0.01%
333
HASHASBRO INC
13,553$1.4B0.01%
334
ROWAN COMPANIES PLC
84,100$1.3B0.01%
335
XEROX CORP
178,200$1.3B0.01%
336
CNRCANADIAN NATL RY CO
17,640$1.3B0.01%
337
WITWIPRO LTD
125,300$1.3B0.01%
338
ICFIICF INTL INC
30,700$1.3B0.01%
339
KOPKOPPERS HOLDINGS INC
29,800$1.3B0.01%
340
JOY GLOBAL INC
44,400$1.3B0.01%
341
SODASTREAM INTERNATIONAL LTD
25,800$1.2B0.01%
342
GU9GUESS INC
111,502$1.2B0.01%
343
SKYWSKYWEST INC
34,966$1.2B0.01%
344
CA8ACACI INTL INC
10,200$1.2B0.01%
345
BRBROADRIDGE FINL SOLUTIONS IN
17,300$1.2B0.01%
346
VALEVALE S A
122,000$1.2B0.01%
347
DOEURDIAMOND OFFSHORE DRILLING IN
67,900$1.1B0.01%
348
SPYSPDR S&P 500 ETF TR
4,760$1.1B0.01%
349
IDAIDACORP INC
13,300$1.1B0.01%
350
AU OPTRONICS CORP
288,100$1.1B0.01%
351
STLAFIAT CHRYSLER AUTOMOBILES N
92,456$1.0B0.01%
352
UBSUBS GROUP AG
62,062$994.0M0.01%
353
CENTCENTRAL GARDEN & PET CO
26,000$964.0M0.01%
354
BKCCUSDBLACKROCK CAPITAL INVESTMENT
118,788$897.0M0.01%
355
CSGSCSG SYS INTL INC
23,551$890.0M0.01%
356
FSLRFIRST SOLAR INC
32,800$889.0M0.01%
357
BBDBANCO BRADESCO S A
85,990$881.0M0.00%
358
SWN1EURSOUTHWESTERN ENERGY CO
105,283$860.0M0.00%
359
MTZMASTEC INC
21,400$857.0M0.00%
360
JBSSSANFILIPPO JOHN B & SON INC
11,450$838.0M0.00%
361
SYYSYSCO CORP
16,100$836.0M0.00%
362
PPTPUTMAN HIGH INCOME SEC FUND
92,832$805.0M0.00%
363
CAKECHEESECAKE FACTORY INC
11,930$756.0M0.00%
364
UVVUNIVERSAL CORP VA
10,400$736.0M0.00%
365
XHRXENIA HOTELS & RESORTS INC
43,000$734.0M0.00%
366
NBRNABORS INDUSTRIES LTD
53,700$702.0M0.00%
367
SSUPSUPERIOR INDS INTL INC
27,284$692.0M0.00%
368
DVNDEVON ENERGY CORP NEW
16,400$684.0M0.00%
369
SMSM ENERGY CO
28,358$681.0M0.00%
370
AGMFEDERAL AGRIC MTG CORP
11,400$656.0M0.00%
371
XYLXYLEM INC
12,660$636.0M0.00%
372
WERNWERNER ENTERPRISES INC
23,318$611.0M0.00%
373
PLOWDOUGLAS DYNAMICS INC
19,945$611.0M0.00%
374
PLCECHILDRENS PL INC
5,000$600.0M0.00%
375
AITAPPLIED INDL TECHNOLOGIES IN
9,400$581.0M0.00%
376
MGAMAGNA INTL INC
13,400$577.0M0.00%
377
AGRIUM INC
5,951$566.0M0.00%
378
OKEONEOK INC NEW
9,275$514.0M0.00%
379
RMREGIONAL MGMT CORP
26,212$509.0M0.00%
380
PENNYMAC FINL SVCS INC
29,750$507.0M0.00%
381
ALKALASKA AIR GROUP INC
5,500$507.0M0.00%
382
9990302DAPACHE CORP
9,732$500.0M0.00%
383
ARRUSDARMOUR RESIDENTIAL REIT INC
21,577$490.0M0.00%
384
LRCXEURLAM RESEARCH CORP
3,800$488.0M0.00%
385
MRKMERCK & CO INC
7,600$483.0M0.00%
386
NWSANEWS CORP NEW
37,099$482.0M0.00%
387
CR1USDCRANE CO
6,300$471.0M0.00%
388
JKHYHENRY JACK & ASSOC INC
5,010$466.0M0.00%
389
SCLSTEPAN CO
5,800$457.0M0.00%
390
CHEMICAL FINL CORP
8,870$454.0M0.00%
391
ATWOOD OCEANICS INC
46,800$446.0M0.00%
392
SBCSABRA HEALTH CARE REIT INC
15,700$439.0M0.00%
393
FTITECHNIPFMC PLC
13,384$438.0M0.00%
394
ATOATMOS ENERGY CORP
5,400$427.0M0.00%
395
OMEGA PROTEIN CORP
20,900$419.0M0.00%
396
35VVEON LTD
101,882$416.0M0.00%
397
BAPCREDICORP LTD
2,500$408.0M0.00%
398
BIIBBIOGEN INC
1,480$405.0M0.00%
399
FIRSTCASH INC
8,068$397.0M0.00%
400
AVAAVISTA CORP
10,100$394.0M0.00%
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